+3,647.7%
AXP vs IRM
+9,056.8%
-5,409.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.1% | +8.8% | +1.9% |
| 7D | +0.4% | -10.9% | +11.3% | +4.6% |
| 30D | +7.0% | -9.4% | +16.5% | +10.7% |
| 3M | -6.6% | -16.4% | +9.8% | -0.8% |
| 6M | +3.5% | -18.7% | +22.2% | +10.5% |
| YTD | -11.2% | +30.1% | -41.3% | -21.6% |
| 1Y | -10.2% | +8.5% | -18.7% | -15.2% |
| 3Y | +120.0% | +88.0% | +32.0% | +64.0% |
| 5Y | +95.6% | +167.6% | -72.0% | +25.4% |
| 10Y | +468.1% | +458.9% | +9.2% | +166.4% |
| All | +3,647.7% | +9,056.8% | -5,409.1% | +859.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling